+25.8%
TMO vs HUT
+238.9%
-213.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -1.0% |
| 7D | -1.4% | +17.8% | -19.1% | -2.1% |
| 30D | +6.2% | +0.8% | +5.4% | +6.0% |
| 3M | +27.5% | -26.8% | +54.2% | +28.7% |
| 6M | +20.0% | +72.6% | -52.6% | +15.1% |
| YTD | +6.1% | +103.6% | -97.5% | +1.6% |
| 1Y | +25.8% | +265.3% | -239.4% | +21.0% |
| All | +25.8% | +238.9% | -213.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling